+1,023.6%
QLD vs SNAP
-78.8%
+1,102.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -14.0% | +1.3% | -8.9% |
| 7D | -18.6% | -10.4% | -8.2% | -15.9% |
| 30D | -28.3% | -11.9% | -16.3% | -25.8% |
| 3M | -20.4% | -4.5% | -15.9% | -19.9% |
| 6M | -14.3% | -16.7% | +2.4% | -11.3% |
| YTD | +2.8% | -36.9% | +39.7% | +13.4% |
| 1Y | -1.2% | -30.3% | +29.1% | +5.6% |
| 3Y | +135.3% | -52.5% | +187.8% | +155.2% |
| 5Y | +62.6% | -90.4% | +153.0% | +130.0% |
| All | +1,023.6% | -78.8% | +1,102.4% | +913.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling